Senior Developer, Asset Liability Management, Actuarial Systems – 28919

The Emerald Group; London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A prominent actuarial consulting firm in London seeks an experienced modeller to support the development and enhancement of actuarial modelling ALM tools. The ideal candidate will be a part qualified or qualified actuary with experience in life insurance or life reinsurance and excellent coding capabilities. Proficiency in FIS systems and advanced Microsoft Excel skills are essential for this role, contributing to the company's strategic objectives.

Qualifications

• Experience in life insurance or life reinsurance.
• Demonstrable model development experience in ALM.
• Advanced understanding of actuarial modelling tools.

Responsibilities

• Develop and enhance actuarial modelling ALM tools and processes.
• Review business requirements and draft technical specifications.
• Maintain documentation, process notes, and user guides.

Skills

Coding capabilities

Interest in long-term actuarial modelling

Programming skills (Python, SQL, R, VBA)

Education

Part qualified / Qualified actuary

Tools

FIS systems (Prophet, US360, ALS libraries)

Microsoft Excel

Microsoft Word

Job description

Our client is looking for an experienced modeller with a strong demonstrable background in asset and ALM modelling to join their growing team.

• Location: London
• Category: Life Actuarial
• Type: Permanent

Key Responsibilities (Including but not limited to):

• Support on various aspects of the development, maintenance and enhancement of a robust set of actuarial modelling ALM tools and processes
• The key tasks cover all aspects of their E2E process, including review of business requirements, drafting of technical specifications, implementing model updates and testing and reviewing changes
• Support the development and maintenance of documentation, process notes and user guides
• Excellent coding capabilities, acting in line with best practices
• Proactively contribute to various wider AST strategic objectives and focus areas outside of day-to-day role
• Part qualified / Qualified actuary with experience in life insurance or life reinsurance
• Demonstrable model development experience in an ALM and asset modelling context, with a preference for FIS systems such as Prophet (US360 and ALS libraries) and Enterprise Manager
• Understanding of ALM fundamentals, s
• Demonstrable interest in long-term actuarial modelling role
• Wider programming and scripting skills are a plus, e.g. Python, SQL, R or VBA
• Advanced understanding of Microsoft Excel and Word